Unlike other sections (from "Quantum theory" to "My space"), this section "Random processes..." is about my current work. Accordingly, it is less organized (sorry).

My relevant papers and preprints are listed on my homepage, under the title "recent works".

A one-page survey of the matter is available.

These ideas of Vershik remained unknown to western probabilists until the nineties, when they were used [...] by Dubins, Feldman, Smorodinsky and Tsirelson [...] This amazing result triggered new interest to questions on filtrations [...] Shortly thereafter, Tsirelson introduced [...] a new invariant, cosiness [...] These ideas are now diffusing in the community of probabilists, giving rise to a blooming of other works.
(Emery, "On standardness, cosiness and its variants", p. 2.)

There has been much recent interest in Tsirel'son's idea [...] of studying the filtration [...] through the behavior of pairs of such processes.
(Warren, "On the joining of sticky Brownian motion", p. 257.)

A study of stochastic flows in this paper is motivated by our wish to understand the noises in continuous time, a notion introduced and studied by Tsirelson [...] It corresponds to the notion of i.i.d. random sequences in discrete time.
(Watanabe, "Stochastic flows in duality and noises", p. 6.)

Citing works

Commutative probability

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 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9
           2000

Akahori, Ancona, Barlow, Beghdadi-Sakrani, Benjamini, Bressaud, Buhler, Camia, Coquet, De Meyer, Donelli, Emery, Eremenko, Evans, Feldman, Fleischmann, Fontes, Fouche, Freidlin, Garban, Gorbulsky, Hairer, Heicklen, Howitt, Isopi, Izumi, Kalai, Knight, Kulik, Kurtz, Le Jan, Lejay, Leuridan, Maass, Malric, Mansuy, Martinez, Newman, Nikeghbali, Norris, Ouknine, Pete, Picard, Raimond, Ravishankar, Rubshtein, San Martin, Schachermayer, Schramm, Sheu, Smorodinsky, Song, Soucaliuc, Sowers, Toth, Turner, Vershik, Warren, Watanabe, Werner, Yor, Zhou. (Detail)

Noncommutative probability

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 4 5 6 7 8 9 0 1 2 3 4 5 6 7 8 9
           2000

Akahori, Alevras, Arveson, Barreto, Bhat, Floricel, Graev, Gregoratti, Hellmich, Izumi, Jankowski, Jorgensen, Kalai, Koestler, Kuemmerer, Liebscher, Markiewicz, Muhly, Powers, Price, Skeide, Solel, Speicher, Srinivasan, Tsilevich, Vershik, Vourdas, Watanabe, Zacharias. (Detail)